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Tom A.B. Snijders Multilevel Flavours Manchester Keynote 1 / 63 The Multiple Flavours of Multilevel Issues for Networks Tom A.B. Snijders Univer...
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Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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The Multiple Flavours of Multilevel Issues for Networks Tom A.B. Snijders

University of Oxford University of Groningen

June 19, 2012

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Network analysis, certainly multilevel network analysis, is a cooperative venture ...

Tom A.B. Snijders

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Manchester Keynote

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Multiple Flavours

As a statistician, for me originally multilevel analysis was about nested data sets.

Tom A.B. Snijders

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Manchester Keynote

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Multiple Flavours

As a statistician, for me originally multilevel analysis was about nested data sets. Then I learned that for sociologists, there is interest in the theoretical distinction between the levels: e.g., pupils in schools exemplify not only multiple populations for which inference sample ⇒ population is important, but also individuals in social contexts, and different sets of actors mutually interacting.

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Multiple Flavours

As a statistician, for me originally multilevel analysis was about nested data sets. Then I learned that for sociologists, there is interest in the theoretical distinction between the levels: e.g., pupils in schools exemplify not only multiple populations for which inference sample ⇒ population is important, but also individuals in social contexts, and different sets of actors mutually interacting. This variety further multiplies when you think of network analysis. . Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Multiple Flavours

Whose pictures?

Where are we @?

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Multiple Flavours

Whose pictures?

Where are we @?

Tom A.B. Snijders

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Manchester Keynote

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Multiple Flavours

Whose pictures?

Where are we @?

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Multiple Flavours

Whose pictures?

Where are we @?

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Multiple Flavours

Whose pictures?

Where are we @?

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Multiple Flavours

What is essential for ‘multilevel’ point of view:

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Multiple Flavours

What is essential for ‘multilevel’ point of view:

Units of different natures;

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Multiple Flavours

What is essential for ‘multilevel’ point of view:

Units of different natures; these have their own type of influence on variables;

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Multiple Flavours

What is essential for ‘multilevel’ point of view:

Units of different natures; these have their own type of influence on variables; random/unexplained variability associated with each ‘level’.

.

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Multiple Flavours

levels in one network

1

multiple parallel networks: replication, populations of networks 2

multiple actor sets and multiple types of relation 3

4

Tom A.B. Snijders

large networks

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Manchester Keynote

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Multiple Flavours

levels in one network

1

multiple parallel networks: replication, populations of networks 2

multiple actor sets and multiple types of relation 3

4

Tom A.B. Snijders

large networks

Multilevel Flavours

Manchester Keynote

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Multiple Flavours

levels in one network

1

multiple parallel networks: replication, populations of networks 2

multiple actor sets and multiple types of relation 3

4

Tom A.B. Snijders

large networks

Multilevel Flavours

Manchester Keynote

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Multiple Flavours

levels in one network

1

multiple parallel networks: replication, populations of networks 2

multiple actor sets and multiple types of relation 3

4

Tom A.B. Snijders

e networks

larg

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Manchester Keynote

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Levels in One Network

1 One Network, Multiple Levels

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Levels in One Network

David Krackhardt, in his 2012 Sunbelt Keynote Lecture, talked about the multiple levels of analysis in a network: in a network with N actors, level L is represented by those issues where the number of cases is of order

Tom A.B. Snijders

Multilevel Flavours

NL

.

Manchester Keynote

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Levels in One Network

David Krackhardt, in his 2012 Sunbelt Keynote Lecture, talked about the multiple levels of analysis in a network: in a network with N actors, level L is represented by those issues where the number of cases is of order

NL

.

Thus, Level 1 Actors / Nodes

Tom A.B. Snijders

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Manchester Keynote

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Levels in One Network

David Krackhardt, in his 2012 Sunbelt Keynote Lecture, talked about the multiple levels of analysis in a network: in a network with N actors, level L is represented by those issues where the number of cases is of order

NL

.

Thus, Level 1 Actors / Nodes Level 2 Dyads / Ties

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Levels in One Network

David Krackhardt, in his 2012 Sunbelt Keynote Lecture, talked about the multiple levels of analysis in a network: in a network with N actors, level L is represented by those issues where the number of cases is of order

NL

.

Thus, Level 1 Actors / Nodes Level 2 Dyads / Ties Level 3 Triads

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Levels in One Network

David Krackhardt, in his 2012 Sunbelt Keynote Lecture, talked about the multiple levels of analysis in a network: in a network with N actors, level L is represented by those issues where the number of cases is of order

NL

.

Thus, Level 1 Actors / Nodes Level 2 Dyads / Ties Level 3 Triads Higher Larger subgroups ∼ hypergraph models

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Levels in One Network

David Krackhardt, in his 2012 Sunbelt Keynote Lecture, talked about the multiple levels of analysis in a network: in a network with N actors, level L is represented by those issues where the number of cases is of order

NL

.

Thus, Level 1 Actors / Nodes Level 2 Dyads / Ties Level 3 Triads Higher Larger subgroups ∼ hypergraph models Level 0 Network . Tom A.B. Snijders

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Manchester Keynote

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Levels in One Network

The recognition and distinction of actors and dyads is fundamental for the graph-theoretic basis of network analysis.

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Levels in One Network

The recognition and distinction of actors and dyads is fundamental for the graph-theoretic basis of network analysis. Triads are fundamental for the sociological approach to social networks since Simmel.

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Manchester Keynote

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Levels in One Network

The recognition and distinction of actors and dyads is fundamental for the graph-theoretic basis of network analysis. Triads are fundamental for the sociological approach to social networks since Simmel. Hypergraph models are not used so very much. They are a natural representation, e.g., for activities occurring in groups and emails with multiple recipients.

Tom A.B. Snijders

Multilevel Flavours

Manchester Keynote

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Levels in One Network

The recognition and distinction of actors and dyads is fundamental for the graph-theoretic basis of network analysis. Triads are fundamental for the sociological approach to social networks since Simmel. Hypergraph models are not used so very much. They are a natural representation, e.g., for activities occurring in groups and emails with multiple recipients. Theoretical interest for the distinction between the actor and dyad levels becomes even more interesting with multivariate networks. . Tom A.B. Snijders

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Levels in One Network

Tom A.B. Snijders

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Levels in One Network

Tom A.B. Snijders

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Levels in One Network

Relations impinge on relations

Multilevel issues in multivariate networks ... on the variety of how relations can affect relations ...

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Levels in One Network

Relations impinge on relations

Multilevel issues in multivariate networks ... on the variety of how relations can affect relations ...

(cf. also the algebraic approach; e.g., work by Pattison & Breiger.)

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Manchester Keynote

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Levels in One Network

Relations impinge on relations

Multilevel issues in multivariate networks ... on the variety of how relations can affect relations ...

(cf. also the algebraic approach; e.g., work by Pattison & Breiger.) Here the various levels are not nested: ties, dyads, actors, triads, subgroups, ...,

.

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Levels in One Network

Relations impinge on relations

Different relations can impinge on one another in many different ways.

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Levels in One Network

Relations impinge on relations

Different relations can impinge on one another in many different ways. Dyad level direct association (within tie) entrainment

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Levels in One Network

Relations impinge on relations

Different relations can impinge on one another in many different ways. Dyad level direct association (within tie) entrainment

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Levels in One Network

Relations impinge on relations

Different relations can impinge on one another in many different ways. Dyad level direct association (within tie) entrainment mixed reciprocity

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Multilevel Flavours

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Levels in One Network

Relations impinge on relations

Different relations can impinge on one another in many different ways. Dyad level direct association (within tie) entrainment mixed reciprocity

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Levels in One Network

Relations impinge on relations

Actor level

mixed popularity

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Levels in One Network

Relations impinge on relations

Actor level

mixed popularity

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Levels in One Network

Relations impinge on relations

Actor level

mixed popularity

mixed activity

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Manchester Keynote

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Levels in One Network

Relations impinge on relations

Actor level

mixed popularity

mixed activity

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Levels in One Network

Relations impinge on relations

Actor level

mixed popularity

mixed activity

mixed twopathity

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Levels in One Network

Relations impinge on relations

Actor level

mixed popularity

mixed activity

mixed twopathity

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Levels in One Network

Relations impinge on relations

Triad level

mixed transitive closure

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Levels in One Network

Relations impinge on relations

Triad level

mixed transitive closure

Tom A.B. Snijders

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Levels in One Network

Relations impinge on relations

Triad level

mixed transitive closure

agreement ⇒ red tie

Tom A.B. Snijders

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Levels in One Network

Relations impinge on relations

Triad level

mixed transitive closure

agreement ⇒ red tie

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Levels in One Network

Relations impinge on relations

Triad level

mixed transitive closure

agreement ⇒ red tie

. . . and other tie orientations . . .

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Levels in One Network

Relations impinge on relations

This type of cross-network dependencies is discussed for cross-sectional observations in Wasserman & Pattison (1999), with examples in Lazega & Pattison (1999). For longitudinal observations dependencies are multiplied, because we must distinguish between the dependent and the explanatory (antecedent – subsequent) relations.

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Levels in One Network

Multivariate SAOMs

Stochastic Actor-Oriented Models

Dynamics of multivariate networks can be represented by stochastic actor-oriented models as a direct extension of such models for single networks. (Snijders, Lomi & Torlò, Social Networks, in press.) Multivariate dynamics modeled as continuous-time Markov chain, with state = the multivariate network, where tie variables change one by one.

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Levels in One Network

Multivariate SAOMs

This can be extended by dependent behaviour variables and/or two-mode networks. Note that in Markov process modeling, extending the state space means relaxing the Markov assumption: the current state then provides more information.

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Levels in One Network

Example: Vanina’s MBA study

Example Research with Vanina Torlò, Alessandro Lomi, Christian Steglich. International MBA program in Italy; 75 students; 3 waves. 1

Friendship

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Levels in One Network

Example: Vanina’s MBA study

Example Research with Vanina Torlò, Alessandro Lomi, Christian Steglich. International MBA program in Italy; 75 students; 3 waves. 1

Friendship

2

Advice: To whom do you go for help if you missed a class, etc.

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Levels in One Network

Example: Vanina’s MBA study

Example Research with Vanina Torlò, Alessandro Lomi, Christian Steglich. International MBA program in Italy; 75 students; 3 waves. 1

Friendship

2

Advice: To whom do you go for help if you missed a class, etc.

3

Communication: With whom do you talk regularly.

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Levels in One Network

Example: Vanina’s MBA study

Results will be presented comparing univariate and multivariate models. The difference shows which parts of the rules governing the dynamics of each of the networks are mediated by the other networks.

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Levels in One Network

Example: Vanina’s MBA study

Results: Friendship, univariate – multivariate uni Effect Out-degree Reciprocity Transitive triplets 3-cycles Indegree popularity (p) Outdegree popularity (p) Outdegree activity (p) Sex alter Sex ego Same sex Same nationality Performance alter Performance ego Performance similarity Tom A.B. Snijders

multi

par.

(s.e.)

par.

–1.840 1.604 0.188 –0.095 0.218 –0.383 –0.079 –0.016 –0.158 0.277 0.240 –0.015 –0.076 0.764

(0.233) (0.097) (0.017) (0.030) (0.062) (0.065) (0.041) (0.070) (0.070) (0.065) (0.080) (0.023) (0.024) (0.188)

–4.311 0.756 0.150 –0.065 0.292 –0.237 0.156 –0.061 –0.102 0.144 0.208 –0.017 –0.081 0.367

Multilevel Flavours

(s.e.) (0.395) (0.184) (0.024) (0.037) (0.104) (0.085) (0.044) (0.078) (0.079) (0.078) (0.091) (0.030) (0.025) (0.224)

Manchester Keynote



← ⇐



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Levels in One Network

Example: Vanina’s MBA study

Results: Friendship (across networks) Effect Advice ⇒ Friendship Reciprocal advice ⇒ Friendship Advice ind. ⇒ Friendship popularity Advice outd. ⇒ Friendship activity Communication ⇒ Friendship Reciprocal Comm. ⇒ Friendship Comm. ind. ⇒ Friendship popularity Comm. outd. ⇒ Friendship popularity Comm. outd. ⇒ Friendship activity

Tom A.B. Snijders

Multilevel Flavours

par.

(s.e.)

0.842 0.222 –0.211 –0.143 1.694 0.415 0.112 –0.087 –0.231

(0.256) (0.209) (0.071) (0.077) (0.197) (0.225) (0.096) (0.058) (0.061)

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Levels in One Network

Example: Vanina’s MBA study

Results: Advice, univariate – multivariate uni Effect Out-degree Reciprocity Transitive triplets 3-cycles Indegree popularity (p) Outdegree popularity (p) Outdegree activity (p) Sex alter Sex ego Same sex Same nationality Performance alter Performance ego Performance similarity Tom A.B. Snijders

multi

par.

(s.e.)

par.

–2.267 1.329 0.320 –0.065 0.245 –0.346 –0.088 –0.043 –0.269 0.168 0.450 0.129 –0.107 0.735

(0.321) (0.131) (0.038) (0.061) (0.057) (0.143) (0.062) (0.092) (0.096) (0.086) (0.124) (0.036) (0.034) (0.245)

–5.129 0.314 0.174 –0.103 0.293 0.073 0.150 –0.002 –0.174 0.080 0.371 0.164 –0.071 –0.003

Multilevel Flavours

(s.e.) (0.661) (0.170) (0.045) (0.069) (0.094) (0.225) (0.080) (0.103) (0.102) (0.102) (0.127) (0.047) (0.037) (0.268)

⇐ ⇐

← ←



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Levels in One Network

Example: Vanina’s MBA study

Results: Advice (across networks)

Effect Friendship ⇒ Advice Reciprocal friendship ⇒ Advice Friendship ind. ⇒ Advice popularity Friendship outd. ⇒ Advice activity Communication ⇒ Advice Reciprocal Comm. ⇒ Advice Comm. ind. ⇒ Advice popularity Comm. outd. ⇒ Advice activity

Tom A.B. Snijders

Multilevel Flavours

par.

(s.e.)

0.670 –0.113 –0.269 –0.199 1.533 0.632 0.100 –0.189

(0.367) (0.210) (0.130) (0.077) (0.339) (0.253) (0.124) (0.077)

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Levels in One Network

Example: Vanina’s MBA study

Communication, univariate – multivariate uni Effect Out-degree Reciprocity Transitive triplets 3-cycles Indegree popularity (p) Outdegree popularity (p) Outdegree activity (p) Sex alter Sex ego Same sex Same nationality Performance alter Performance ego Performance similarity Tom A.B. Snijders

multi

par.

(s.e.)

par.

(s.e.)

–1.116 1.334 0.127 –0.035 0.216 –0.429 –0.057 –0.016 –0.160 0.206 0.009 –0.007 –0.080 0.580

(0.237) (0.068) (0.010) (0.025) (0.043) (0.077) (0.027) (0.058) (0.054) (0.054) (0.061) (0.019) (0.019) (0.129)

–1.977 0.941 0.104 0.006 0.254 –0.481 0.096 –0.012 –0.114 0.139 –0.083 –0.009 –0.048 0.552

(0.433) (0.110) ⇐ (0.011) ← (0.023) (0.063) (0.081) (0.035) ⇐ (0.057) (0.061) (0.055) (0.065) (0.023) (0.023) (0.161)

Multilevel Flavours

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Levels in One Network

Example: Vanina’s MBA study

Results: Communication (across networks) Effect

par.

Friendship ⇒ Comm. Reciprocal friendship ⇒ Comm. Friendship ind. ⇒ Comm. popularity Friendship outd. ⇒ Comm. activity Closure friendship ⇒ Comm. Advice ⇒ Comm. Reciprocal Advice ⇒ Comm. Advice ind. ⇒ Comm. popularity Advice outd. ⇒ Comm. activity Advice ind. ⇒ Comm. activity

Tom A.B. Snijders

Multilevel Flavours

(s.e.)

1.792 –0.011 –0.051 –0.101 –0.127 0.945 0.720 0.027 0.051 –0.127

(0.216) (0.165) (0.055) (0.038) (0.033) (0.256) (0.227) (0.045) (0.053) (0.043)

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Levels in One Network

Example: Vanina’s MBA study

Results: Communication (across networks) Effect Friendship ⇒ Comm. Reciprocal friendship ⇒ Comm. Friendship ind. ⇒ Comm. popularity Friendship outd. ⇒ Comm. activity Closure friendship ⇒ Comm. Advice ⇒ Comm. Reciprocal Advice ⇒ Comm. Advice ind. ⇒ Comm. popularity Advice outd. ⇒ Comm. activity Advice ind. ⇒ Comm. activity

Tom A.B. Snijders

Multilevel Flavours

par.

(s.e.)

1.792 –0.011 –0.051 –0.101 –0.127 0.945 0.720 0.027 0.051 –0.127

(0.216) (0.165) (0.055) (0.038) (0.033) ⇐ (0.256) (0.227) (0.045) (0.053) (0.043)

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Levels in One Network

Example: Vanina’s MBA study

Dyad level F

Dyad level

C

A All relations positively associated within dyads, direct effects stronger than reciprocal effects.

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Levels in One Network

Example: Vanina’s MBA study

Actor level, incoming F Actor level: incoming ties (popularity) (red = negative association)

C

A At actor-level for incoming ties: friendship and advice negatively associated, positive association communication ⇒ friendship.

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Levels in One Network

Example: Vanina’s MBA study

Actor level, outgoing F Actor level: outgoing ties (activity) (red = negative association)

C

A At actor-level for outgoing ties: all relations weakly negatively related; A → C is mixed effect: incoming advice ties lead to less comm. activity. Tom A.B. Snijders

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Levels in One Network

Example: Vanina’s MBA study

Triad level

negative mixed closure Friendsh. ; Comm.

F

F

C Note that this is an effect additional to the positive triadic closure of friendship and the direct dyadic effect of friendship on communication. This will be taken up below.

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Levels in One Network

Example: Vanina’s MBA study

Conclusions: levels

Dyad level and actor level tell different stories.

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Levels in One Network

Example: Vanina’s MBA study

Conclusions: levels

Dyad level and actor level tell different stories. Individuals specialize: learning ⇔ sociability

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Levels in One Network

Example: Vanina’s MBA study

Conclusions: levels

Dyad level and actor level tell different stories. Individuals specialize: advice ⇔ friendship

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Levels in One Network

Example: Vanina’s MBA study

Conclusions: levels

Dyad level and actor level tell different stories. Individuals specialize: advice ⇔ friendship Tied dyads tend to have multiplex ties: advice and friendship.

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Levels in One Network

Example: Vanina’s MBA study

Conclusions: dyad level Cross-dependencies between networks change the representation of the internal dynamics: Observed reciprocation and homophily for networks are partly accounted for by multiplex entrainment and reciprocation & homophily in the other networks; this is the case especially for advice;

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Levels in One Network

Example: Vanina’s MBA study

Conclusions: dyad level Cross-dependencies between networks change the representation of the internal dynamics: Observed reciprocation and homophily for networks are partly accounted for by multiplex entrainment and reciprocation & homophily in the other networks; this is the case especially for advice; homophily in friendship mediated by communication; performance homophily remains only for communication; homophily in advice remains only for nationality.

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Multilevel Flavours

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Levels in One Network

Example: Vanina’s MBA study

Conclusions: dyad level Cross-dependencies between networks change the representation of the internal dynamics: Observed reciprocation and homophily for networks are partly accounted for by multiplex entrainment and reciprocation & homophily in the other networks; this is the case especially for advice; homophily in friendship mediated by communication; performance homophily remains only for communication; homophily in advice remains only for nationality. Communicate with those having similar performance, and they will advise you. Tom A.B. Snijders

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Levels in One Network

Example: Vanina’s MBA study

Conclusions: triad level Most cross-network triadic effects disappear when controlling for actor-level dependencies. This illustrates/generalizes Feld’s (ASR 1982) remark that unmodeled degree heterogeneity may lead to spurious conclusions of transitivity. The only remaining cross-network triadic effect is the negative mixed closure Friendship ; Communication,

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Levels in One Network

Example: Vanina’s MBA study

Conclusions: triad level Most cross-network triadic effects disappear when controlling for actor-level dependencies. This illustrates/generalizes Feld’s (ASR 1982) remark that unmodeled degree heterogeneity may lead to spurious conclusions of transitivity. The only remaining cross-network triadic effect is the negative mixed closure Friendship ; Communication, counteracting the positive dyadic dependency F ⇔ C; they communicate relatively less with friends of friends who are not also direct friends.

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Levels in One Network

Network Theory

Network Theory Pattern ??? There are two main networks (friendship and advice), representing interactions that are connected to two distinct goals: social well-being and academic success. The two goals are not contradictory but pursuing them demands time – a limited resource.

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Levels in One Network

Network Theory

Network Theory Pattern ??? There are two main networks (friendship and advice), representing interactions that are connected to two distinct goals: social well-being and academic success. The two goals are not contradictory but pursuing them demands time – a limited resource. At the dyadic level multiplexity is dominant, leading to positive association between the networks, related to multi-functionality of personal contacts; at the actor level, specialization is dominant (depending on preferences and comparative advantage), leading to negative association between the networks. . Tom A.B. Snijders

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Levels in One Network

Network Theory

Here only networks are considered; it would be interesting to combine this with individual goal achievement results.

.

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Multiple Parallel Networks

2 Multiple Parallel Networks

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Multiple Parallel Networks

Sample from a population of networks

Multilevel network analysis in the sense of analyzing multiple similar networks, mutually independent, permits research to transcend the level of network as case studies, and to generalize to a population of networks. This was proposed by Snijders & Baerveldt (J. Math. Soc. 2003). Also see Entwisle, Faust, Rindfuss, & Kaneda (AJS, 2007).

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Multiple Parallel Networks

Sample from a population of networks

Sample from Population of Networks Suppose we have a sample indexed by j = 1, . . . , N from a population of networks, where the networks are similar in some sense; stochastic replicates of each other;

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Multiple Parallel Networks

Sample from a population of networks

Sample from Population of Networks Suppose we have a sample indexed by j = 1, . . . , N from a population of networks, where the networks are similar in some sense; stochastic replicates of each other; they all are regarded as realizations of processes obeying the same model, but having different parameters θ1 , . . . , θj , . . . , θN .

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Tom A.B. Snijders

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Multiple Parallel Networks

Fixed effects

Meta-Analysis ∼ Fixed Effects Model: θ1 , . . . , θj , . . . , θN are arbitrary values, no assumption about a population is made.

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Multiple Parallel Networks

Fixed effects

Meta-Analysis ∼ Fixed Effects Model: θ1 , . . . , θj , . . . , θN are arbitrary values, no assumption about a population is made. two-stage procedure: estimate each θj separately, combine the results by Fisher’s procedure for combining independent tests: ‘is there any evidence for a hypothesized effect?’

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Tom A.B. Snijders

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Multiple Parallel Networks

Fixed effects

Meta-Analysis ∼ Fixed Effects Model (contd.): For coordinate k of the parameter, test null hypothesis H0 : θkj = 0 for all j against alternative hypothesis H1 : θkj = 0 for at least one j . (Two-sided variants also are possible.) Procedure: see, e.g., Snijders & Bosker Section 3.7.

Mercken, Snijders, Steglich, & de Vries (2009) applied this in a study of smoking initiation: 7704 adolescents in 70 schools in 6 countries. . Tom A.B. Snijders

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Multiple Parallel Networks

Random effects: two-stage procedure

Meta-Analysis ∼ Random Effects Model: θ1 , . . . , θj , . . . , θN are drawn randomly from a population P[net] of networks, no further distributional assumptions are made.

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Multiple Parallel Networks

Random effects: two-stage procedure

Meta-Analysis ∼ Random Effects Model: θ1 , . . . , θj , . . . , θN are drawn randomly from a population P[net] of networks, no further distributional assumptions are made. Two-stage procedure: estimate each θj separately, combine the results in a meta-analysis (Cochran 1954), (‘V-known problem in multilevel analysis) which allows testing hypotheses about P[net] such as, for a coordinate k , Htotal : 0 mean H0 : spread

H0

all θkj = 0; E{θkj } = 0; : var{θkj } = 0. .

Tom A.B. Snijders

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Multiple Parallel Networks

Random effects: two-stage procedure

The input for the meta-analysis consists of estimates θˆj and their standard errors s.e.j . The meta analysis is constructed based on the model θˆj = μ + Uj + Ej , where μ is the population mean, Uj is the true effect of group j, and Ej is the statistical error of estimation.

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Multiple Parallel Networks

Random effects: two-stage procedure

The input for the meta-analysis consists of estimates θˆj and their standard errors s.e.j . The meta analysis is constructed based on the model θˆj = μ + Uj + Ej , where μ is the population mean, Uj is the true effect of group j, and Ej is the statistical error of estimation. Uj and Ej are independent residuals with mean 0, the Uj are i.i.d. with unknown variance, and var(Ej ) = s.e.2j (‘V–known’). . Tom A.B. Snijders

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Multiple Parallel Networks

Random effects: two-stage procedure

Meta-Analysis ∼ Random Effects Model (contd.) This has been applied in quite many studies: e.g., Lubbers (2003): homophily in 57 classrooms with 1466 students (also with integrated random coefficient p∗ approach); Baerveldt, van Duijn, Vermeij, van Hemert (2004): ethnic homophily in 20 schools, 1317 students; Valente, Fujimoto, Chou, and Spruit-Metz (2009): friendship & obesity, 17 classrooms with 617 students; Mercken, Snijders, Steglich, & de Vries (2009): fr. & smoking, 7704 adolescents, 70 schools, 6 countries; also other studies by Liesbeth Mercken. . Tom A.B. Snijders

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Multiple Parallel Networks

Random effects: integrated procedure

Meta-Analysis ∼ Integrated Random Effects Model: θ1 , . . . , θj , . . . , θN are drawn randomly from a population P[net] of networks, and are assumed to have a common multivariate normal N (μ, Σ) distribution, perhaps conditionally on network-level covariates.

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Multiple Parallel Networks

Random effects: integrated procedure

Meta-Analysis ∼ Integrated Random Effects Model: θ1 , . . . , θj , . . . , θN are drawn randomly from a population P[net] of networks, and are assumed to have a common multivariate normal N (μ, Σ) distribution, perhaps conditionally on network-level covariates. Integrated procedure: Estimate μ and Σ and consider the ‘posterior’ distribution of θj given the data.

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Multiple Parallel Networks

Random effects: integrated procedure

Meta-Analysis ∼ Integrated Random Effects Model: θ1 , . . . , θj , . . . , θN are drawn randomly from a population P[net] of networks, and are assumed to have a common multivariate normal N (μ, Σ) distribution, perhaps conditionally on network-level covariates. Integrated procedure: Estimate μ and Σ and consider the ‘posterior’ distribution of θj given the data. Advantage: The analysis of the separate networks draws strength from the total sample of networks by regression to the mean. Useful especially for many small networks. Tom A.B. Snijders

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Multiple Parallel Networks

Random effects: integrated procedure

Meta-Analysis ∼ Integrated Random Effects Model (contd.) New developments in collaboration between Johan Koskinen and T.S., for the stochastic actor-oriented model for network dynamics. Recall that this is a model for network dynamics, where the dynamics is an unobserved sequence of ‘micro steps’ and the parameters are estimated from network panel data.

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Multiple Parallel Networks

Random effects: integrated procedure

Meta-Analysis ∼ Integrated Random Effects Model (contd.) New developments in collaboration between Johan Koskinen and T.S., for the stochastic actor-oriented model for network dynamics. Recall that this is a model for network dynamics, where the dynamics is an unobserved sequence of ‘micro steps’ and the parameters are estimated from network panel data. This is elaborated following a likelihood-based approach; see Koskinen & Snijders (JSPI 2007), Snijders, Koskinen & Schweinberger (AAS 2010), Schweinberger (PhD thesis 2007, Chapters 4 and 5). . Tom A.B. Snijders

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Multiple Parallel Networks

Random effects: integrated procedure

Here we discuss a Bayesian approach, where the parameters μ, Σ have a prior distribution. We assume the conjugate prior, Σ−1 s wishartp (Λ0−1 , ν0 ), and conditionally on Σ μ | Σ s Np (μ0 , Σ/ κ0 ) . Thus, the parameters of the prior are Λ0 , ν0 , κ0 .

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Multiple Parallel Networks

Random effects: integrated procedure

The joint p.d.f., for data y1 , . . . , yj , . . . , yN , is

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Multiple Parallel Networks

Random effects: integrated procedure

The joint p.d.f., for data y1 , . . . , yj , . . . , yN , is € Š € Š fInvWish Σ | Λ0−1 , ν0 ϕp μ | (μ0 , Σ/ κ0 )

Tom A.B. Snijders

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prior

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Multiple Parallel Networks

Random effects: integrated procedure

The joint p.d.f., for data y1 , . . . , yj , . . . , yN , is € Š € Š fInvWish Σ | Λ0−1 , ν0 ϕp μ | (μ0 , Σ/ κ0 ) QN × j=1 ϕp (θj | μ, Σ)

Tom A.B. Snijders

Multilevel Flavours

prior hierarchical model

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Multiple Parallel Networks

Random effects: integrated procedure

The joint p.d.f., for data y1 , . . . , yj , . . . , yN , is € Š € Š fInvWish Σ | Λ0−1 , ν0 ϕp μ | (μ0 , Σ/ κ0 ) QN × j=1 ϕp (θj | μ, Σ)

×

QN j=1

pSAOM (yj | θj )

prior hierarchical model network model

Since pSAOM (yj | θj ) cannot be calculated directly, we employ data augmentation (Tanner & Wong, 1987): augment the network panel data by the sequence vj of all microsteps connecting the consecutive observations. . Tom A.B. Snijders

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Multiple Parallel Networks

Random effects: integrated procedure

The joint p.d.f., for data y1 , . . . , yj , . . . , yN , using data augmentation, is the sum over vj of

Tom A.B. Snijders

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Multiple Parallel Networks

Random effects: integrated procedure

The joint p.d.f., for data y1 , . . . , yj , . . . , yN , using data augmentation, is the sum over vj of € Š € Š fInvWish Σ | Λ0−1 , ν0 ϕp μ | (μ0 , Σ/ κ0 ) prior QN hierarchical model × j=1 ϕp (θj | μ, Σ) ×

QN j=1

pSAOM (vj | θj , yj ) .

Tom A.B. Snijders

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network model

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Multiple Parallel Networks

Random effects: integrated procedure

The joint p.d.f., for data y1 , . . . , yj , . . . , yN , using data augmentation, is the sum over vj of € Š € Š fInvWish Σ | Λ0−1 , ν0 ϕp μ | (μ0 , Σ/ κ0 ) prior QN hierarchical model × j=1 ϕp (θj | μ, Σ) ×

QN j=1

pSAOM (vj | θj , yj ) .

network model

The posterior distribution can be sampled by Markov chain Monte Carlo (MCMC). The unknown random variables are μ, Σ; θ1 , . . . , θN ; v1 , . . . , vN and these are sampled in turn, as follows. . Tom A.B. Snijders

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Multiple Parallel Networks

1

Random effects: integrated procedure

For all j make some Metropolis Hastings steps sampling vj | yj , θj , as in Snijders, Koskinen & Schweinberger (2010).

Tom A.B. Snijders

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Multiple Parallel Networks

Random effects: integrated procedure

1

For all j make some Metropolis Hastings steps sampling vj | yj , θj , as in Snijders, Koskinen & Schweinberger (2010).

2

For all j make one or more Metropolis Hastings steps sampling θj | vj , μ, Σ, using a random walk proposal distribution (Schweinberger 2007, Ch. 5.4; Koskinen & Snijders 2007, Sect. 4.4).

Tom A.B. Snijders

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Multiple Parallel Networks

Random effects: integrated procedure

1

For all j make some Metropolis Hastings steps sampling vj | yj , θj , as in Snijders, Koskinen & Schweinberger (2010).

2

For all j make one or more Metropolis Hastings steps sampling θj | vj , μ, Σ, using a random walk proposal distribution (Schweinberger 2007, Ch. 5.4; Koskinen & Snijders 2007, Sect. 4.4).

3

Sample (μ, Σ) | θ1 , . . . , θN , Λ0 , ν0 , κ0 from the full conditional distribution.

Tom A.B. Snijders

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Multiple Parallel Networks

Random effects: integrated procedure

1

For all j make some Metropolis Hastings steps sampling vj | yj , θj , as in Snijders, Koskinen & Schweinberger (2010).

2

For all j make one or more Metropolis Hastings steps sampling θj | vj , μ, Σ, using a random walk proposal distribution (Schweinberger 2007, Ch. 5.4; Koskinen & Snijders 2007, Sect. 4.4).

3

Sample (μ, Σ) | θ1 , . . . , θN , Λ0 , ν0 , κ0 from the full conditional distribution.

This requires tuning to obtain good mixing – as usual. . Tom A.B. Snijders

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Multiple Actor Types

3 Multiple Actor Sets and Multiple Relations

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Multiple Actor Types

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Multiple Actor Types

Multilevel network analysis with multiple actor types was pioneered by Breiger (Soc. Forces, 1974), Hedstrøm, Sandell & Stern (AJS, 2000) and Lazega, Jourda, Mounier & Stofer (Social Networks, 2008).

Tom A.B. Snijders

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Multiple Actor Types

Multilevel network analysis with multiple actor types was pioneered by Breiger (Soc. Forces, 1974), Hedstrøm, Sandell & Stern (AJS, 2000) and Lazega, Jourda, Mounier & Stofer (Social Networks, 2008). The 2012 Sunbelt Conference saw an avalanche of new work, with contributions by Alessandro Lomi, Peng Wang, and Johan Koskinen. At this conference we see many further developments.

Tom A.B. Snijders

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Multiple Actor Types

Multilevel network analysis with multiple actor types was pioneered by Breiger (Soc. Forces, 1974), Hedstrøm, Sandell & Stern (AJS, 2000) and Lazega, Jourda, Mounier & Stofer (Social Networks, 2008). The 2012 Sunbelt Conference saw an avalanche of new work, with contributions by Alessandro Lomi, Peng Wang, and Johan Koskinen. At this conference we see many further developments. what can I add???

Tom A.B. Snijders

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Multiple Actor Types

Multilevel network analysis with multiple actor types was pioneered by Breiger (Soc. Forces, 1974), Hedstrøm, Sandell & Stern (AJS, 2000) and Lazega, Jourda, Mounier & Stofer (Social Networks, 2008). The 2012 Sunbelt Conference saw an avalanche of new work, with contributions by Alessandro Lomi, Peng Wang, and Johan Koskinen. At this conference we see many further developments. what can I add???

Longitudinal data of linked networks with multiple actor types also can be analyzed using RSiena, thanks to the flexible design by Krists Boitmanis and Ruth Ripley. Tom A.B. Snijders

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Large Networks

4 Large Networks

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Large Networks

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Large Networks

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Large Networks

A collection of many groups ∼ many ‘parallel’ networks is really a case of a large network where between-group ties are ignored. The applicability of our usual network models to large groups (hundreds of actors and more) seems limited by the fact that we still do not know a lot about how the large-scale structure of networks differs from the small-scale and medium-scale structures; and large networks must be full of heterogeneity where, e.g., ERGM parameters will not be constant in all ‘regions’ of the network – but how to define such ‘regions’? . Tom A.B. Snijders

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Large Networks

Models for large networks should incorporate latent heterogeneity – at which level?

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Large Networks

Models for large networks should incorporate latent heterogeneity – at which level? actors / subgroups ?

Tom A.B. Snijders

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Large Networks

Models for large networks should incorporate latent heterogeneity – at which level? actors / subgroups ? Work by Johan Koskinen – Michael Schweinberger – ....

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the road

Tom A.B. Snijders

on and on

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